S&P GSCI All Crude Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:30.82% (+3.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8085 | 5.28 | |
| 0.0578 | 53.44 | |
| 0.9946 | 976.07 | |
| 6.4243 | 9.05 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
Other GAS-GARCH Student T Analyses on Commodities